Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1414035.7457 | 1409697.2437 | 4338.502 | 617710.2365 | 1076640.4041 | -458930.1676 |
Total P&L (%) | 1414.0357 | 1409.6972 | 4.3385 | 617.7102 | 1076.6404 | -458.9302 |
Avg Daily Profit (%) | 0.6236 | 0.6217 | 0.0019 | 0.087 | 0.1088 | 0 |
Buy And Hold Return (%) | 517.2786 | 517.2786 | 517.2786 | 517.2786 | 517.2786 | 517.2786 |
Max Trade Drawdown | -170020 | -136184 | -38641 | -5234304 | -4390571 | -885096 |
Profit Factor | 4.7702 | 6.0763 | 1.0446 | 1.0842 | 1.1825 | 0.6817 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 52.5424 | 55.1724 | 50 | 52.5424 | 55.1724 | 50 |
Ratio Avg Win / Avg Loss | 4.3086 | 4.937 | 1.0446 | 0.9792 | 0.9608 | 0.6817 |
Largest Winning Trade | 1164404 | 1164404 | 14556 | 4727036 | 4727036 | 327541 |
Largest Losing Trade | -65197 | -65197 | -25775 | -2069897 | -2069897 | -385369 |
Avg Bars in Trades | 71 | 136 | 9 | 71 | 136 | 9 |
Avg Bars in Winners | 85 | 158 | 8 | 85 | 158 | 8 |
Avg Bars in Losers | 55 | 108 | 9 | 55 | 108 | 9 |
Bars Traded | 4220 | 3945 | 275 | 4220 | 3945 | 275 |
Profit Streak | 43.956 | 0 | 150.456 | 43.956 | 0 | 150.456 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162679 | 627492 | -526346 | -490063 | -74493 | -579584 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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